List of all items
Structs
- AggTrade
- AnomalySummary
- Checkpoint
- EntropyCache
- ExportOpenDeviationBarProcessor
- FixedPoint
- InterBarCacheKey
- InterBarConfig
- InterBarFeatureCache
- InterBarFeatures
- IntraBarConfig
- IntraBarFeatures
- OpenDeviationBar
- OpenDeviationBarProcessor
- TradeHistory
- TradeSnapshot
- checkpoint::AnomalySummary
- checkpoint::Checkpoint
- checkpoint::PriceWindow
- export_processor::ExportOpenDeviationBarProcessor
- fixed_point::FixedPoint
- interbar::InterBarConfig
- interbar::InterBarFeatures
- interbar::TradeHistory
- interbar::TradeSnapshot
- interbar_cache::InterBarCacheKey
- interbar_cache::InterBarFeatureCache
- interbar_math::EntropyCache
- interbar_math::LookbackCache
- interbar_types::InterBarConfig
- interbar_types::InterBarFeatures
- interbar_types::TradeSnapshot
- intrabar::BearIthResult
- intrabar::BullIthResult
- intrabar::IntraBarConfig
- intrabar::IntraBarFeatures
- intrabar::features::IntraBarConfig
- intrabar::features::IntraBarFeatures
- intrabar::types::BearIthResult
- intrabar::types::BullIthResult
- processor::ExportOpenDeviationBarProcessor
- processor::OpenDeviationBarProcessor
- trade::AggTrade
- types::AggTrade
- types::OpenDeviationBar
Enums
- CheckpointError
- DataSource
- LookbackMode
- PositionVerification
- ProcessingError
- checkpoint::CheckpointError
- checkpoint::PositionVerification
- errors::ProcessingError
- fixed_point::FixedPointError
- interbar::LookbackMode
- interbar_types::LookbackMode
- processor::ProcessingError
- trade::DataSource
- types::DataSource
Functions
- compute_intra_bar_features
- create_aggtrade_with_normalized_timestamp
- create_local_entropy_cache
- entropy_cache_global::create_local_entropy_cache
- entropy_cache_global::get_global_entropy_cache
- entropy_cache_global::warm_up_entropy_cache
- get_global_entropy_cache
- interbar_math::accumulate_buy_sell_branchless
- interbar_math::compute_approximate_entropy
- interbar_math::compute_burstiness
- interbar_math::compute_entropy_adaptive
- interbar_math::compute_entropy_adaptive_cached
- interbar_math::compute_entropy_adaptive_cached_readonly
- interbar_math::compute_garman_klass
- interbar_math::compute_garman_klass_with_ohlc
- interbar_math::compute_hurst_dfa
- interbar_math::compute_kaufman_er
- interbar_math::compute_kyle_lambda
- interbar_math::compute_ofi_branchless
- interbar_math::compute_permutation_entropy
- interbar_math::compute_volume_moments
- interbar_math::compute_volume_moments_cached
- interbar_math::compute_volume_moments_with_mean
- interbar_math::extract_lookback_cache
- interbar_math::extract_ohlc_batch
- interbar_math::extract_prices_and_ohlc_cached
- intrabar::compute_intra_bar_features
- intrabar::compute_intra_bar_features_with_config
- intrabar::compute_intra_bar_features_with_scratch
- intrabar::drawdown::compute_max_drawdown
- intrabar::drawdown::compute_max_drawdown_and_runup
- intrabar::drawdown::compute_max_runup
- intrabar::features::compute_intra_bar_features
- intrabar::features::compute_intra_bar_features_with_config
- intrabar::features::compute_intra_bar_features_with_scratch
- intrabar::ith::bear_ith
- intrabar::ith::bull_ith
- intrabar::normalization_lut::cv_sigmoid_lut
- intrabar::normalization_lut::sigmoid_lut
- intrabar::normalization_lut::soft_clamp_hurst_lut
- intrabar::normalization_lut::tanh_lut
- intrabar::normalize::logistic_sigmoid
- intrabar::normalize::normalize_cv
- intrabar::normalize::normalize_drawdown
- intrabar::normalize::normalize_epochs
- intrabar::normalize::normalize_excess
- intrabar::normalize::normalize_runup
- normalize_timestamp
- timestamp::create_aggtrade_with_normalized_timestamp
- timestamp::normalize_timestamp
- timestamp::validate_timestamp
- validate_timestamp